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CAPM
Theorie
311
Theory
310
Estimation theory
158
Schätztheorie
158
Nichtparametrisches Verfahren
70
Nonparametric statistics
70
Time series analysis
50
Zeitreihenanalyse
50
Portfolio selection
42
Portfolio-Management
42
Credit risk
40
Kreditrisiko
40
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35
Schätzung
35
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35
Econometrics
32
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32
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Derivat
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Derivative
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25
Volatilität
25
Method of moments
23
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Stochastischer Prozess
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English
28
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Gouriéroux, Christian
29
Gagliardini, Patrick
11
Monfort, Alain
10
Renault, Eric
6
Sufana, Razvan
5
Clément, Emmanuelle
4
Jasiak, Joann
3
Boloorforoosh, Ali
2
Christoffersen, Peter F.
2
Darolles, Serge
2
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2
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1
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1
Jouneau, Frédéric
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Journal of econometrics
2
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2
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2
CEA_372Cass working paper series
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
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1
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1
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1
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1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
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ECONIS (ZBW)
31
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Asymptotics of Cholesky GARCH models and time-varying conditional betas
Darolles, Serge
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 223-247
Persistent link: https://www.econbiz.de/10011974730
Saved in:
2
Timing the size risk premia
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
2
,
pp. 111-158
Persistent link: https://www.econbiz.de/10014253302
Saved in:
3
Market time and asset price movements : theory and estimation
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1995
Persistent link: https://www.econbiz.de/10001512798
Saved in:
4
Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1993
Persistent link: https://www.econbiz.de/10000856022
Saved in:
5
Modèles statistiques de valorisation par arbitrage
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000856380
Saved in:
6
Prediction of contingent price measures
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000863427
Saved in:
7
Prevision de mesures de prix contingents
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000869422
Saved in:
8
Linear factor models and the term structure of interest rates
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1993
Persistent link: https://www.econbiz.de/10000871311
Saved in:
9
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2004
Persistent link: https://www.econbiz.de/10002597912
Saved in:
10
Derivative pricing with multivariate stochastic volatility : application to credit risk
Gouriéroux, Christian
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597934
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